+211.8%
HPQ vs GD
+188.9%
+22.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +3.3% |
| 7D | +6.9% | -5.3% | +12.2% | +10.4% |
| 30D | +14.4% | -6.4% | +20.9% | +19.0% |
| 3M | +25.6% | +5.7% | +19.9% | +20.7% |
| 6M | +75.0% | -0.9% | +76.0% | +74.3% |
| YTD | +50.7% | +8.2% | +42.5% | +41.2% |
| 1Y | +18.7% | +13.4% | +5.2% | +7.6% |
| 3Y | +21.5% | +68.5% | -47.0% | -17.9% |
| 5Y | +31.6% | +97.2% | -65.6% | -21.4% |
| All | +211.8% | +188.9% | +22.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling